[R] further problems with arima..

Laura Quinn laura at env.leeds.ac.uk
Fri Jun 25 15:41:30 CEST 2004


Sorry to keep quizzing the r-helpers but I'm having real difficulty with
arima.

I am happy that i have chosen the best fitting arima model for my
data,(in this case arima(1,1,1) but when i use the predict function the
forecast damps to a constant value after just two or three values, and
from a time series of almost 3000 values i am left with only a couple of
predicted values. I have tried aggregating my data to condense finely
spaced time points into larger clumps but to no avail. please can someone
offer a little advise on how i might improve on this?

thank you,
Laura Quinn
Institute of Atmospheric Science
School of the Environment
University of Leeds
Leeds
LS2 9JT

tel: +44 113 343 1596
fax: +44 113 343 6716
mail: laura at env.leeds.ac.uk




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